Testing for Rough Volatility When Prices Are Purely Discontinuous
ABSTRACT We consider the problem of nonparametric testing for rough volatility, using high‐frequency data with a fixed time span, in a setting where the price is purely discontinuous. More specifically, we analyze the asymptotic properties of a test we developed in previous work in a pure‐jump setting.
Carsten H. Chong, Viktor Todorov
wiley +1 more source
Optimizing wearable IMU configurations for running gait analysis: a machine learning-based sensor fusion approach. [PDF]
Yuan Y, Yu Y, Cai S, Cheng W.
europepmc +1 more source
Does Valuing Free Speech Affect Norms of Tolerance? Evidence From Individual Preferences
ABSTRACT Amid intensifying global debates over balancing free speech with protections against hate speech, this paper investigates whether individuals who value free speech exhibit greater racial tolerance. Unlike prior studies focusing on the institutional effects of free speech, this paper examines whether individuals who prioritize free speech hold ...
Claudia Williamson Kramer
wiley +1 more source
ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
wiley +1 more source
Innovative approach of nonlinear controllers design for prosthetic knee performance. [PDF]
Rehman A, Ghias R, Sherazi HI, Sultan N.
europepmc +1 more source
THE CONDITION OF SELF-OSCILLATION OF A GENERAL TRIODE SYSTEM [PDF]
openaire +2 more sources
Inflation Inequality Across Household Income Groups in Brazil: Persistence, Trend and Volatility
ABSTRACT This article investigates inflation inequality across four income strata in Brazil (very low, low, middle, and high income) from July 2006 to April 2025, using the Headline IPCA as a benchmark. We test the hypothesis that inflation dynamics and transmission mechanisms are structurally unequal and disproportionately affect lower‐income ...
Sinara do Valle, Cleomar Gomes da Silva
wiley +1 more source
Light-based modulation of astrocytic calcium for regulation of organelle dynamics and morphogenesis. [PDF]
Yang L +4 more
europepmc +1 more source
On functions with conditions on the mean oscillation
openaire +3 more sources
Straddling “The Gulf Between Medicine and Law”: Medico‐legal addiction and Japanese psychiatry
Abstract Increasing punitive drug regulations in Japan amplify longstanding tensions within psychiatric practice, pushing psychiatrists to balance clinical obligations with complex socio‐legal demands. This article analyzes how psychiatrists specializing in illicit substance use disorders to navigate escalating criminalization by developing diagnostic ...
Selim Gokce Atici
wiley +1 more source

